+402.8%
VUG vs COR
+486.2%
-83.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.6% |
| 7D | +2.5% | +7.8% | -5.3% | +0.7% |
| 30D | -6.3% | +7.0% | -13.3% | -7.8% |
| 3M | -6.0% | +16.3% | -22.3% | -9.5% |
| 6M | -3.5% | +41.3% | -44.8% | -11.9% |
| YTD | +3.9% | +7.1% | -3.2% | +0.9% |
| 1Y | +5.1% | -0.8% | +5.9% | +4.2% |
| 3Y | +77.9% | +85.0% | -7.1% | +43.5% |
| 5Y | +62.4% | +203.9% | -141.5% | +10.2% |
| All | +402.8% | +486.2% | -83.3% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling